I agree you did really well on a first winter ride. It sound as if you are overdressed on top (sweating) and underdressed on your legs. Hands and feet are the big problem.

I'd recommend a good pair of overpants -- Gortex rain pants are good. I'd second the recommendation for downhill ski gloves. If you are using clipless, consider going to platforms and riding in street shoes with overshoes (or boots) with thicker socks. People who like foot attachments often get PowerGrips.

The really critical thing is to keep your head, hands, and feet warm. Other than that, what you wear on the rest of your body is not very critical.

Remember that most cycle-specific gear is not designed for cold temperatures.

Enjoy winter!

Paul